I've always been partial to songs that also tell a story. Most songs tell some kind of story, but I like a good old-fashioned narrative arc. I can remember driving with my dad up and down Highway 169 between the Cities and Lake Crystal as a kid and listening to a lot of radio. Mostly KQRS, which was fine, but sometimes he'd listen to country stations, too. Modern country, horrible and bland for the most part, but I'd scan the lyrics to even the worst songs and try to follow the plot, sort of deconstructing the narrative of cheating hearts, broken hearts, and hard times in general. I'd make a game of trying to figure out exactly what the hell each song was about, and that made the music tolerable to me. Sometimes I'd even protest when my dad tried to turn the channel before I'd heard the end of a new song.
Some obvious examples of narrative rock:
"Carolina Drama" by the Raconteurs. I don't know what's up with Jack White's hair in this video, but I guess when you're the leader of the three awesome bands you don't have time for much styling:
And here we have Charlie Daniels , telling us of a great fiddle off with the devil himself. A good point Youtube commentator AirForcedude5 makes: wouldn't a fiddle of gold sound terrible?
And finally, a video from that master of over-the-top balls out to the walls out narrative rock, Meatloaf!